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Scandinavian Working Papers in Economics
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Department of Business Studies, Aarhus School of Business, University of Aarhus Finance Research Group Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus

2004 2005 2006 2007 2008 2009 2015

No. F-2009-05: A Consistent Pricing Model for Index Options and Volatility Derivatives Full Text
Rama Cont and Thomas Kokholm

No. F-2009-04: Investment Timing, Liquidity, and Agency Costs of Debt Full Text
Stefan Hirth and Marliese Uhrig-Homburg

No. F-2009-03: Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Full Text
Lasse Bork

No. F-2009-02: The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Full Text
Leonidas Tsiaras

No. F-2009-01: Sato Processes in Default Modeling Full Text
Thomas Kokholm and Elisa Nicolato


2004 2005 2006 2007 2008 2009 2015
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